Hamiltonian Markov Chain Monte Carlo (HMC) is one of today's premier MCMC algorithms, seeing use across statistics, computer science, and chemistry, and implemented by most major numerical integration programs [1]}, [2]}, [3]}, [4]}. At the core of HMC is the simulation of a Hamiltonian,
\(H(\theta ,p) = \mathfrak {K}(\theta ,p) + \mathfrak {U}(\theta ),\) 
